+146.0%
PM vs EPAM
-33.7%
+179.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.9% |
| 7D | -5.2% | +13.4% | -18.6% | -4.8% |
| 30D | +2.7% | +47.1% | -44.4% | +3.4% |
| 3M | +6.1% | +71.2% | -65.0% | +7.0% |
| 6M | +18.0% | +48.9% | -30.9% | +18.7% |
| YTD | +26.6% | -22.2% | +48.8% | +26.7% |
| 1Y | +36.7% | -5.2% | +41.9% | +36.9% |
| 3Y | +146.0% | -34.9% | +181.0% | +148.7% |
| All | +146.0% | -33.7% | +179.7% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling